jul1278 / ig-stream

Streaming market prices from ig.com

IG-Stream

Streaming market prices from ig.com and saving to a csv

Example command line IG_Stream.exe "usd jpy" "gold" "oil" "aud gbp"

https://labs.ig.com/

Setup

• Clone the ig .net sample https://github.com/IG-Group/ig-webapi-dotnet-sample
• Clone this repo and open up in visual studio.
• Add references to all the dll's in ig-webapi-dotnet-sample\IGWebApiClient\bin\Debug
• Add reference to ig-webapi-dotnet-sample\packages\Validation.2.3.7\lib\dotnet\Validation.dll
• Reference to FSharp.Data
• Get an api credentials from labs.ig.com and save into apiKey.json (check the apiKey_example.json)
• Make sure to add apiKey.json to visual studio project and tell visual studio to copy to the build directory.
• Go ahead and compile

Issue

The ig lightstream implementation tends to just cut out after a while, sometimes minutes sometimes a few hours

ig-stream's Issues

Only subscribe to markets that are actually open

Currently we're creating files and hooking up a stream for markets that aren't status = "TRADEABLE"

ReSubscribe on data error doesn't work

Probably need to disconnect entire streaming client and re connect